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<div class="iris_headline">IRIS Toolbox Reference Manual</div>




<h2 id="tseries/bpass">bpass</h2>
<div class="headline">Band-pass filter</div>

<h4 id="syntax">Syntax</h4>
<pre><code>[X,T] = bpass(X,Band,Range,...)</code></pre>
<h4 id="output-arguments">Output arguments</h4>
<ul>
<li><p><code>X</code> [ tseries ] - Band-pass filtered tseries object.</p></li>
<li><p><code>T</code> [ tseries ] - Estimated trend tseries object.</p></li>
</ul>
<h4 id="input-arguments">Input arguments</h4>
<ul>
<li><p><code>X</code> [ tseries ] - Input tseries object that will be filtered.</p></li>
<li><p><code>Range</code> [ numeric | Inf ] Date range on which the data will be filtered.</p></li>
<li><p><code>Band</code> [ numeric ] - Band of periodicities to be retained in the output data, <code>Band = [LOW,HIGH]</code>.</p></li>
</ul>
<h4 id="options">Options</h4>
<ul>
<li><p><code>'addTrend='</code> [ <em><code>true</code></em> | <code>false</code> ] - Add the estimated linear time trend back to filtered output series if <code>band</code> includes Inf.</p></li>
<li><p><code>'detrend='</code> [ <em><code>true</code></em> | <code>false</code> ] - Remove an estimated time trend from the data before filtering.</p></li>
<li><p><code>'log='</code> [ <code>true</code> | <em><code>false</code></em> ] - Logarithmise the data before filtering, de-logarithmise afterwards.</p></li>
<li><p><code>'method='</code> [ <em><code>'cf'</code></em> | <code>'hwfsf'</code> ] - Type of band-pass filter: Christiano-Fitzgerald, or h-windowed frequency-selective filter.</p></li>
<li><p><code>'unitRoot='</code> [ <em><code>true</code></em> | <code>false</code> ] - Assume unit root in the input data.</p></li>
</ul>
<p>See help on <a href="../tseries/trend.html"><code>tseries/trend</code></a> for other options available when <code>'detrend='</code> is set to true.</p>
<h4 id="description">Description</h4>
<p>Christiano, L.J. and T.J.Fitzgerald (2003). The Band Pass Filter. International Economic Review, 44(2), 435--465.</p>
<p>Iacobucci, A. &amp; A. Noullez (2005). A Frequency Selective Filter for Short-Length Time Series. Computational Economics, 25, 75--102.</p>
<h4 id="example">Example</h4>

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<div class="copyright">IRIS Toolbox. Copyright &copy; 2007&#8212;2012 Jaromir Benes.</div>
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